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Differential Variational Inequalities and Differential Nash Games

In: Dynamic Optimization and Differential Games

Author

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  • Terry L. Friesz

    (Pennsylvania State University)

Abstract

In this chapter we focus on extending the notion of a noncooperative Nash equilibrium to a dynamic, continuous-time setting. The dominant mathematical perspective we will employ is that of a differential variational inequality. In fact we shall see that many of the results obtained in the previous chapter for finite-dimensional variational inequalities and static games carry over with some slight modifications to the dynamic, continuous-time setting we now address.

Suggested Citation

  • Terry L. Friesz, 2010. "Differential Variational Inequalities and Differential Nash Games," International Series in Operations Research & Management Science, in: Dynamic Optimization and Differential Games, chapter 0, pages 267-312, Springer.
    • Handle: RePEc:spr:isochp:978-0-387-72778-3_6
    DOI: 10.1007/978-0-387-72778-3_6
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    Cited by:

    1. Xing Wang & Ya-wei Qi & Chang-qi Tao & Yi-bin Xiao, 2017. "A Class of Delay Differential Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 172(1), pages 56-69, January.
    2. Xing Wang & Zeng-bao Wu & Yi-bin Xiao & Kok Lay Teo, 2020. "Dynamic variational inequality in fuzzy environments," Fuzzy Optimization and Decision Making, Springer, vol. 19(3), pages 275-296, September.

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